| A closed‐form exact solution for pricing variance swaps with stochastic volatility SP Zhu, GH Lian Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 142 | 2011 |
| An analytical formula for VIX futures and its applications SP Zhu, GH Lian Journal of Futures Markets 32 (2), 166-190, 2012 | 132 | 2012 |
| Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case RJ Elliott, GH Lian Quantitative Finance 13 (5), 687-698, 2013 | 82 | 2013 |
| Pricing VIX options with stochastic volatility and random jumps GH Lian, SP Zhu Decisions in Economics and Finance 36, 71-88, 2013 | 76 | 2013 |
| Pricing variance swaps under stochastic volatility and stochastic interest rate J Cao, G Lian, TRN Roslan Applied Mathematics and Computation 277, 72-81, 2016 | 48 | 2016 |
| On the valuation of variance swaps with stochastic volatility SP Zhu, GH Lian Applied Mathematics and Computation 219 (4), 1654-1669, 2012 | 37 | 2012 |
| Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes G Lian, SP Zhu, RJ Elliott, Z Cui Journal of Banking & Finance 75, 167-183, 2017 | 26 | 2017 |
| Numerically pricing American options under the generalized mixed fractional Brownian motion model W Chen, B Yan, G Lian, Y Zhang Physica A: Statistical Mechanics and its Applications 451, 180-189, 2016 | 26 | 2016 |
| Analytically pricing volatility swaps under stochastic volatility SP Zhu, GH Lian Journal of computational and applied mathematics 288, 332-340, 2015 | 26 | 2015 |
| Volatility swaps and volatility options on discretely sampled realized variance G Lian, C Chiarella, PS Kalev Journal of Economic Dynamics and Control 47, 239-262, 2014 | 25 | 2014 |
| Pricing forward-start variance swaps with stochastic volatility SP Zhu, GH Lian Applied Mathematics and Computation 250, 920-933, 2015 | 19 | 2015 |
| Integral representation of probability density of stochastic volatility models and timer options Z Cui, JL Kirkby, G Lian, D Nguyen International Journal of Theoretical and Applied Finance 20 (08), 1750055, 2017 | 14 | 2017 |
| Risk measures for variable annuities: A Hermite series expansion approach Z Cui, J Kim, G Lian, Y Liu Journal of management science and engineering 4 (2), 119-141, 2019 | 10 | 2019 |
| On the convexity correction approximation in pricing volatility swaps and VIX futures SP Zhu, GH Lian New Mathematics and Natural Computation 14 (03), 383-401, 2018 | 8 | 2018 |
| Approximate pricing of American exchange options with jumps G Lian, RJ Elliott, P Kalev, Z Yang Journal of Futures Markets 42 (6), 983-1001, 2022 | 4 | 2022 |
| Pricing volatility derivatives with stochastic volatility G Lian University of Wollongong, 2010 | 4 | 2010 |
| The evolution of price discovery in US equity and derivatives markets DG Wallace, PS Kalev, G Lian 27th Australasian Finance and Banking Conference, 2014 | 3 | 2014 |
| Pricing variance swaps with stochastic volatility SP Zhu, GH Lian | 3 | 2009 |
| Algorithmic Trading in Volatile Markets H Zhou, PS Kalev, G Lian UNSW Business School, 2013 | 2 | 2013 |
| Consistent Pricing of S&P500 and VIX Options in Gatheral's Model RJR Elliott, PS Kalev, G Lian 25th Australasian Finance and Banking Conference, 2012 | | 2012 |
Song-Ping ZhuProfessor of Mathematics, University of Wollongong, Australia在 uow.edu.au 的电子邮件经过验证
